Access Statistics for Dietmar Bauer

Author contact details at EconPapers.

Working Paper File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
Autoregressive Approximations of Multiple Frequency I(1) Processes 0 0 0 70 0 0 9 224
Autoregressive Approximations of Multiple Frequency I(1) Processes 0 0 0 95 0 1 9 667
Estimating Cointegrated Systems Using Subspace Algorithms 0 0 0 129 0 0 10 352
Persistence-robust Granger causality testing 0 0 1 216 0 1 13 513
Using Subspace Methods for Estimating ARMA Models for Multivariate Time Series with Conditionally Heteroskedastic Innovations 0 0 0 244 0 1 10 807
Variances of Population Projections: Comparison of Two Approaches 0 0 0 53 0 0 7 285
Total Working Papers 0 0 1 807 0 3 58 2,848


Journal Article File Downloads Abstract Views
Last month 3 months 12 months Total Last month 3 months 12 months Total
A STATE SPACE CANONICAL FORM FOR UNIT ROOT PROCESSES 0 0 3 22 0 1 20 81
ALMOST SURE BOUNDS ON THE ESTIMATION ERROR FOR OLS ESTIMATORS WHEN THE REGRESSORS INCLUDE CERTAIN MFI(1) PROCESSES 0 0 0 2 0 1 6 41
Comparing the CCA Subspace Method to Pseudo Maximum Likelihood Methods in the case of No Exogenous Inputs 0 0 0 37 0 0 7 155
ESTIMATING LINEAR DYNAMICAL SYSTEMS USING SUBSPACE METHODS 0 0 0 30 0 0 13 85
Estimating ARMAX systems for multivariate time series using the state approach to subspace algorithms 0 0 1 31 0 1 17 141
Estimating cointegrated systems using subspace algorithms 0 0 1 74 0 1 6 216
Persistence-robust surplus-lag Granger causality testing 0 0 0 42 0 0 14 175
USING SUBSPACE METHODS FOR ESTIMATING ARMA MODELS FOR MULTIVARIATE TIME SERIES WITH CONDITIONALLY HETEROSKEDASTIC INNOVATIONS 0 0 0 2 0 2 11 39
Using subspace algorithm cointegration analysis: Simulation performance and application to the term structure 0 0 1 28 0 0 8 113
Total Journal Articles 0 0 6 268 0 6 102 1,046


Statistics updated 2026-08-07